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Asset Management

Collection's Items: 21 to 40 of 68

Issue DateTitleAuthor(s)
2001A First Look at the Accuracy of the CRSP Mutual Fund Database and a Comparison of the CRSP and Morningstar Mutual Fund DatabasesElton, Edwin J.; Gruber, Martin J.; Blake, Christopher R.
22-May-2000From Equity Premium Puzzle to Expectations Puzzle: General Equilibrium Production Economy with Stochastic Habit FormationDai, Qiang
12-Nov-2003FUND FAMILIES AS DELEGATED MONITORS OF MONEY MANAGERSGervais, Simon; Lynch, Anthony W.; Musto, David K.
11-Jul-2005GOVERNMENT BONDS AND THE CROSS-SECTION OF STOCK RETURNSBaker, Malcolm; Wurgler, Jeffrey
15-May-2002Habit Formation and Returns on Bonds and StocksWachter, Jessica A.
2000Illiquidity and Stock Returns: Cross-Section and Time-Series EffectsAmihud, Yakov
22-Dec-2004THE IMPACT OF MUTUAL FUND FAMILY MEMBERSHIP ON INVESTOR RISKElton, Edwin J.; Gruber, Martin J.; Green, T. Clifton
2005IMPROVED ESTIMATES OF CORRELATION AND THEIR IMPACT ON THE OPTIMUM PORTFOLIOSElton, Edwin J.; Gruber, Martin J.; Spitzer, Jonathan F.
28-Mar-2002Incentive Fees and Mutual FundsElton, Edwin J.; Gruber, Martin J.; Blake, Christopher R.
19-Sep-2005INFORMATION ACQUISITION AND PORTFOLIO UNDER-DIVERSIFICATIONNieuwerburgh, Stijn Van; Veldkamp, Laura
26-Jul-2005INFORMATION IMMOBILITY AND THE HOME BIAS PUZZLENieuwerburgh, Stijn Van; Veldkamp, Laura
16-Nov-2005THE INFORMATION IN LONG-MATURITY FORWARD RATES: IMPLICATIONS FOR EXCHANGE RATES AND THE FORWARD PREMIUM ANOMALYBoudoukh, Jacob; Richardson, Matthew; Whitelaw, Robert F.
8-Jan-2004INFORMATIONLESS TRADINGBrown, Stephen J.; Gallagher, David R.; Steenbeek, Onno; Swan, Peter L.
20-Sep-2005INSIDE INFORMATION AND THE OWN COMPANY STOCK PUZZLENieuwerburgh, Stijn Van
30-Oct-2003THE INVESTMENT BEHAVIOR OF PRIVATE EQUITY FUND MANAGERSLjungqvist, Alexander; Richardson, Matthew
Feb-2004THE INVESTMENT PERFORMANCE AND MARKET SIZE OF DEFAULTED BONDS AND BANK LOANS IN 2003: OUTLOOK FOR 2004/2005Altman, Edward I.; Kumar, Rohit
2-Nov-2003INVESTOR SENTIMENT AND THE CROSS-SECTION OF STOCK RETURNSBaker, Malcolm; Wurgler, Jeffrey
6-Mar-2002Investor Sentiment in Japanese and U.S. Daily Mutual Fund FlowsBrown, Stephen J.; Goetzmann, William N.; Hiraki, Takato; Shiraishi, Noriyoshi; Watanabe, Masahiro
29-Nov-2004LABOR INCOME DYNAMICS AT BUSINESS-CYCLE FREQUENCIES: IMPLICATIONS FOR PORTFOLIO CHOICELynch, Anthony W.; Tan, Sinan
8-May-2000The Last Great Arbitrage: Exploiting the Buy-and-Hold Mutual Fund InvestorBoudoukh, Jacob; Richardson, Matthew P.; Subrahmanyam, Marti